CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 06-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2023 |
06-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2455 |
-0.0015 |
-0.1% |
1.2369 |
| High |
1.2470 |
1.2477 |
0.0007 |
0.1% |
1.2565 |
| Low |
1.2390 |
1.2414 |
0.0024 |
0.2% |
1.2353 |
| Close |
1.2456 |
1.2451 |
-0.0005 |
0.0% |
1.2473 |
| Range |
0.0080 |
0.0063 |
-0.0017 |
-21.3% |
0.0212 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
10,561 |
9,819 |
-742 |
-7.0% |
10,148 |
|
| Daily Pivots for day following 06-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2607 |
1.2486 |
|
| R3 |
1.2573 |
1.2544 |
1.2468 |
|
| R2 |
1.2510 |
1.2510 |
1.2463 |
|
| R1 |
1.2481 |
1.2481 |
1.2457 |
1.2464 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2439 |
| S1 |
1.2418 |
1.2418 |
1.2445 |
1.2401 |
| S2 |
1.2384 |
1.2384 |
1.2439 |
|
| S3 |
1.2321 |
1.2355 |
1.2434 |
|
| S4 |
1.2258 |
1.2292 |
1.2416 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.2998 |
1.2590 |
|
| R3 |
1.2888 |
1.2786 |
1.2531 |
|
| R2 |
1.2676 |
1.2676 |
1.2512 |
|
| R1 |
1.2574 |
1.2574 |
1.2492 |
1.2625 |
| PP |
1.2464 |
1.2464 |
1.2464 |
1.2489 |
| S1 |
1.2362 |
1.2362 |
1.2454 |
1.2413 |
| S2 |
1.2252 |
1.2252 |
1.2434 |
|
| S3 |
1.2040 |
1.2150 |
1.2415 |
|
| S4 |
1.1828 |
1.1938 |
1.2356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2565 |
1.2375 |
0.0190 |
1.5% |
0.0094 |
0.8% |
40% |
False |
False |
5,822 |
| 10 |
1.2565 |
1.2333 |
0.0232 |
1.9% |
0.0091 |
0.7% |
51% |
False |
False |
3,418 |
| 20 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0085 |
0.7% |
32% |
False |
False |
1,875 |
| 40 |
1.2705 |
1.2333 |
0.0372 |
3.0% |
0.0077 |
0.6% |
32% |
False |
False |
1,093 |
| 60 |
1.2705 |
1.2063 |
0.0642 |
5.2% |
0.0074 |
0.6% |
60% |
False |
False |
779 |
| 80 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0071 |
0.6% |
70% |
False |
False |
613 |
| 100 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0062 |
0.5% |
70% |
False |
False |
490 |
| 120 |
1.2705 |
1.1870 |
0.0835 |
6.7% |
0.0059 |
0.5% |
70% |
False |
False |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2745 |
|
2.618 |
1.2642 |
|
1.618 |
1.2579 |
|
1.000 |
1.2540 |
|
0.618 |
1.2516 |
|
HIGH |
1.2477 |
|
0.618 |
1.2453 |
|
0.500 |
1.2446 |
|
0.382 |
1.2438 |
|
LOW |
1.2414 |
|
0.618 |
1.2375 |
|
1.000 |
1.2351 |
|
1.618 |
1.2312 |
|
2.618 |
1.2249 |
|
4.250 |
1.2146 |
|
|
| Fisher Pivots for day following 06-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2449 |
1.2478 |
| PP |
1.2447 |
1.2469 |
| S1 |
1.2446 |
1.2460 |
|